"..How much does the thickness of the step affect things?..."
You may have two things confused a little. The wing has thickness, the step has height.
The height of the step can vary quite a bit with the type of plane and wing involved and the materials used. I'd generally like to have 1/4" or so and think they start looking too high at around 1/2". But I don't know that they will assuredly fly badly at 1/2" high.
Wing thickness is the thickness of the wing at the top of the step normally as it is measured at the thickest part of the wing.
Step height is the distance from the top of the step down the wing surface (or the top of the next KFm strip if there is one butted up against the step).
"..I was thinking of building a FFF version of VQ models VTO:http://www.vqmodel.com/MateriePrime...nes/VTO/VTO.htm
(or a UFO or Nutball) using either KFM2 or KFM4..."
That looks like a design that might work with a KFm wing.
The Nutball is a flat plate wing, not really a comparison to KFm wing at all. Flat plate wings generally have no lift and do not glide. They fly at a high angle of attack (AOA) and the exposed bottom surface's resistance to the air supports the weight.
"..but for a 32" wing I would need 1.5 inch thick spar. That seemed a bit excessive..."
The percentages in the figure are recommended starting points for more conventional wings. Wings that are more rectangular than round.
You are plowing new ground here with a half round more or less wing and you would have to work out the details. I'd probably try building that in a KFm4 because the performance of that wing would most likely be better for that plane than a KFm2 would.
I'd probably make it with FFF (1/4" nominal thickness) and 1/4" square spars. I'd epoxy the spars to the top and bottom of the wing at the 50% line and rest the KFm strips on top of the spars. That would make the wing about 1-1/4" thick at the steps and the steps would be about 1/2" high.
That step height is a little higher than I've used before but I'd give it a try because the wing's aspect ratio makes it a little bit short on wing span so the extra height might provide more lift.
The figure there says the fuselage length is 595mm/23.4". I'd guesstimate the chord as being only about 18-20" of that length so a wing thickness of 6-9% would be in the 1.1"-1.7" range. And the build I mention is in that range so it might work.
That could have pretty good lift once it gets moving (it will not be a slow flier I think) and little inherent stability with it's low aspect ratio (the ratio of wing span to fuselage length). You'll have to plan on flying it full time.
You are inspired by a design that has not been done you in KFm I think, you're plowing new ground and will have to work out the details.